I trade CL and am interested in applying market profile. However, CL still bieng an open outcry session does not have intraday volume as far as I know. I am not exactly sure how the open outcry session works but are the transactions recorded in time & sales in real time? If so, is there anyway of using T&S to build an accurate profile intraday? Is there a data provider that provides actual volume after the session closes? Any help would be appreciated. Thanks.